Drunkard’s Walk

My friend Marc Hersch recommended the Drunkard’s Walk to me and was even kind enough to lend me his copy (I lent him “Outliers”).

The book covered a lot of territory that was not new for me (Marc had said it would), but also spent time on a couple of things we frequently discuss contrasting the theoretical world of the Normal Distribution with the world around us that has it’s special causes, perturbations, anomolies, etc.

The author also discusses the idea the way we are surrounded by a sea of completely improbable events that would have never have been predicted. Life is indeed complex. Interestingly NY Times columnist David Brooks wrote on that theme today.

The book also contains and interesting contrast between ‘explaining’ and ‘predicting’.  There is a huge difference between the two activities and they are often confused.

No mention of Shewhart which was not surprising. I wondered, though, how the book might have been different had the author known of Shewhart’s ideas on prediction as outline in Chapter 3 of Statistical Method from the Viewpoint of Quality Control.